gs_quant.markets.index.Index.get_constituent_instruments_for_date

Index.get_constituent_instruments_for_date(date=datetime.date(2023, 8, 14))

Fetch the constituents of the index for a given date as instrument objects.

Return type:

Tuple[Instrument]

Returns:

A Tuple of instrument objects

Usage

Get the constituents of the index for the given date as instrument objects

Examples

Get index constituent instruments:

>>> import datetime as dt
>>> from gs_quant.markets.index import Index
>>>
>>> index = Index.get("GSMBXXXX")
>>> index.get_constituent_instruments_for_date(dt.date(2021, 7, 1))